+167.3%
B vs EIX
+10.2%
+157.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -6.2% | -1.5% | -4.7% | -5.9% |
| 30D | -6.6% | +8.1% | -14.7% | -7.9% |
| 3M | -7.9% | -12.1% | +4.3% | -6.2% |
| 6M | -16.8% | -13.4% | -3.4% | -15.3% |
| YTD | -11.7% | +5.6% | -17.2% | -14.3% |
| 1Y | +3.5% | +7.8% | -4.4% | -0.2% |
| All | +167.3% | +10.2% | +157.1% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling